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zbMath0966.62060MaRDI QIDQ2708497

Valentina G. Moskvina

Publication date: 17 August 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time series centring random quadratic forms trajectory matrix singlar-spectrum analysis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

An Algorithm Based on Singular Spectrum Analysis for Change-Point Detection

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